+967.7%
BX vs SHW
+1,797.3%
-829.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.4% |
| 7D | -4.4% | -3.2% | -1.1% | -2.2% |
| 30D | +0.1% | -9.5% | +9.6% | +7.1% |
| 3M | +16.0% | +11.5% | +4.6% | +7.0% |
| 6M | +21.6% | -3.5% | +25.2% | +23.1% |
| YTD | -8.9% | +3.7% | -12.6% | -12.5% |
| 1Y | -16.6% | -7.9% | -8.7% | -13.5% |
| 3Y | +43.3% | +24.7% | +18.6% | +20.5% |
| 5Y | +25.7% | +13.6% | +12.1% | +10.5% |
| 10Y | +689.5% | +283.0% | +406.5% | +186.2% |
| All | +967.7% | +1,797.3% | -829.6% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling